Does anyone have a vent-free gas fireplace?

It sounds to me like you fell victim to some clever advertising. When you burn any kind of fuel where does the exhaust go, regardless of it's efficiency? If you have a provision on this heater to allow it to be vented, then I think I'd be using it, because the fumes are probably not to healthy for you. That means it will be confined to one position, so place it strategically to maximise efficiency to the area you want to heat. Good luck.